Fused lasso with a non-convex sparsity inducing penalty

Ilker Bayram, Po Yu Chen, Ivan W. Selesnick

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

The fused lasso problem involves the minimization of the sum of a quadratic, a TV term and an ℓ1 term. The solution can be obtained by applying a TV denoising filter followed by soft-thresholding. However, soft-thresholding introduces a certain bias to the non-zero coefficients. In order to prevent this bias, we propose to replace the ℓ1 penalty with a non-convex penalty. We show that the solution can similarly be obtained by applying a modified thresholding function to the result of the TV-denoising filter.

Original languageEnglish (US)
Title of host publication2014 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2014
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages4156-4160
Number of pages5
ISBN (Print)9781479928927
DOIs
StatePublished - Jan 1 2014
Event2014 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2014 - Florence, Italy
Duration: May 4 2014May 9 2014

Publication series

NameICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
ISSN (Print)1520-6149

Other

Other2014 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2014
CountryItaly
CityFlorence
Period5/4/145/9/14

Keywords

  • Fused lasso
  • audio denoising
  • non-convex penalty
  • thresholding
  • total variation denoising

ASJC Scopus subject areas

  • Software
  • Signal Processing
  • Electrical and Electronic Engineering

Cite this

Bayram, I., Chen, P. Y., & Selesnick, I. W. (2014). Fused lasso with a non-convex sparsity inducing penalty. In 2014 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2014 (pp. 4156-4160). [6854384] (ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/ICASSP.2014.6854384